Non-homogeneous PDE problems

A linear partial differential equation is non-homogeneous if it contains a term that

does not depend on the dependent variable. For example, consider the wave equation
with a source:
utt = c2 uxx + s(x, t)
boundary conditions u(0, t) = u(L, t) = 0
initial conditions u(x, 0) = f (x),

ut (x, 0) = g(x)

To solve this, we first look for a particular solution v(x, t) of the PDE and boundary
conditions. Then the general solution will be u(x, t) = v(x, t) + w(x, t), where w(x, t)
is the general solution of the homogeneous PDE utt = c2 uxx and boundary conditions.
To satisfy our initial conditions, we must take the initial conditions for w as w(x, 0) =
f (x) v(x, 0), wt (x, 0) = g(x) vt (x, 0).
Case 1: Steady State
If the source term s(x, t) does not depend on the time t (so we can write s(x, t) =
s(x)), then we can look for v(x, t) = v(x) not depending on the time t. The PDE
becomes 0 = c2 v 00 + s(x), and we must solve this subject to the boundary conditions
v(0) = v(L) = 0. In this case it can be solved by integrating twice.
For example, consider the problem
utt = uxx + x
boundary conditions u(0, t) = u(1, t) = 0
initial conditions u(x, 0) = 0,

ut (x, 0) = 1

The differential equation says v = x. One integration gives v 0 = x2 /2 + A where

A is a constant, another gives v = x3 /6 + Ax + B. For v(0) = 0 we need B = 0,
and then for v(1) = 0 we need 1/6 + A = 0 or A = 1/6. So v(x) = (x x3 )/6 is our
particular solution.
The other part of the solution, w(x, t), satisfies
00

wtt = wxx
boundary conditions w(0, t) = w(1, t) = 0
initial conditions w(x, 0) = (x x3 )/6,
We could use a Fourier series for this: w(x, t) =

wt (x, 0) = 1

sin(nx)(bn cos(nt) + bn sin(nt))

n=1

where

2(1)n
1 1
(x x3 ) sin(nx) dx = 3 3
3 0
n
Z 1
2(1 (1)n )
2
sin(nx) dx =
bn =
n 0
n2 2
bn =

And thus the complete solution is

!

2(1 (1)n )
x x3 X
2(1)n
+
cos(nt)
+
sin(nt) sin(nx)
u(x, t) =
6
n3 3
n2 2
n=1

Case 2: Exponential in t
If the source term is a function of x times an exponential in t, we may look for a
particular solution v(x, t) that is also of this form. For example, consider
utt = uxx + xet
boundary conditions u(0, t) = u(1, t) = 0
initial conditions u(x, 0) = 0,

ut (x, 0) = 1

We look for a solution of the form v(x, t) = V (x)et . Then the differential equation
says V (x)et = V 00 (x)et + xet or V = V 00 + x. The general solution of this differential
equation is V (x) = x+c1 ex +c2 ex . The boundary conditions say V (0) = 0 = c1 +c2 and
V (1) = 0 = 1 + c1 e + c2 e1 . Solving for c1 and c2 we get c1 = e/(e2 1), c2 = e/(e2 1),
i.e.
!
e1x
e1+x
+
et
v(x, t) = x 2
e 1 e2 1
The initial conditions for w(x, t) are
e1+x e1x
w(x, 0) = v(x, 0) = V (x) = x +
e2 1
e1+x e1x
wt (x, 0) = 1 vt (x, 0) = 1 + V (x) = 1 + x
e2 1
Case 3: Arbitrary function of x and t
Suppose the solutions of the homogeneous equation involve series (such as Fourier
sine or cosine series) in functions n (x) (what well call an eigenfunction expansion): a
more-or-less arbitrary function of x can be expanded in such a series. We can write u(x, t)
and s(x, t) for any t as such a series, obtaining series expansions where the coefficients
are functions of t:
u(x, t) =
s(x, t) =

n=1

bn (t)n (x)
cn (t)n (x)

n=1

Our PDE will give us relations between these, which will be ordinary differential
equations in bn (t) for each n. For example, consider the problem
2

utt = uxx + xt
boundary conditions u(0, t) = u(1, t) = 0
initial conditions u(x, 0) = 0,

ut (x, 0) = 1

The appropriate eigenfunctions for the homogeneous problem are n (x) = sin(nx),
the expansion being the Fourier sine series on the interval [0, 1]. In particular,
xt =

2(1)n+1 t
sin(nt)
n
n=1

so cn (t) = 2(1)n+1 t/(n). Putting these series into the differential equation, we get

n=1

b00n (t) sin(nx) =

bn (t)(n)2 sin(nx) +

cn (t) sin(nx)

n=1

n=1

By the uniqueness of Fourier series, the coefficients for each n must match, i.e.
2(1)n t
n
The initial conditions for u and ut give us initial conditions for bn and b0n : u(x, 0) = 0

X
2(1 (1)n
2(1 (1)n
sin(nx) so b0n (0) =
. The
so bn (0) = 0, and ut (x, 0) = 1 =
n
n
n=1
general solution of the differential equation for bn is
b00n = (n)2 bn + cn (t) = (n)2 bn

bn (t) = An cos(nt) + Bn sin(nt)

From the initial conditions we get bn (0) = 0 = An and

2(1)n t
(n)3

b0n (0)

2(1 (1)n
= nBn
=
n

2(1)n
2(1)n 2(1 (1)n )
,
so
B
=
+
. The complete solution is
n
(n)3
(n)4
(n)2
!
!

X
2(1)n t
2(1)n 2(1 (1)n )
u(x, t) =
sin(nt)
sin(nx)
+
(n)4
(n)2
(n)3
n=1